alexa A Multilinear Singular Value Decomposition
Mathematics

Mathematics

Journal of Physical Mathematics

Author(s): Lathauwer LD, Moor B, Vandewalle J

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We discuss a multilinear generalization of the singular value decomposition. There is a strong analogy between several properties of the matrix and the higher-order tensor decomposition; uniqueness, link with the matrix eigenvalue decomposition, first-order perturbation effects, etc., are analyzed. We investigate how tensor symmetries affect the decomposition and propose a multilinear generalization of the symmetric eigenvalue decomposition for pair-wise symmetric tensors.

This article was published in SIAM. J. Matrix Anal. and referenced in Journal of Physical Mathematics

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